Ambuja Cements Limited

NSE: AMBUJACEMConstruction MaterialsLot size: 1200

Ambuja Cements Limited Max Pain Analysis

₹405.00Updated 4 Sept 2026, 03:30 pm IST
Max Pain Strike
₹415Writers’ least-loss point
Spot vs Max Pain
−2.41%Spot ₹405
Max Pain Shift
+₹0vs yesterday
Days to Expiry
232026-09-29
2nd Lowest Pain Strike
₹410₹5 from max pain

What is Max Pain?

Max Pain theory states the underlying gravitates toward the strike where option writers face minimum collective loss at expiry. For AMBUJACEM, that strike is ₹415. Spot at ₹405 is 2.4% below max pain — possible upward gravitational pull into expiry.

AI AnalysisGenerated daily after market close · AI-powered

Max Pain Level

The current max‑pain strike for Ambuja Cements Limited (AMBUJACEM) sits at ₹415. Max pain is the strike where the total open interest of options writers—both calls and puts—would incur the smallest aggregate loss if the underlying settled there, acting like a magnetic pull as expiry approaches.

Spot vs Max Pain Gap

The spot price of ₹405 sits ₹10 (‑2.41 %) below the max‑pain level. This negative gap suggests upward pressure on the underlying as market participants may try to nudge the price toward the ₹415 mark, especially if a sizable open interest sits at that strike.

Shift Signal

The shift versus yesterday is neutral (0), indicating no directional move in the max‑pain level over the last session. Writers are likely maintaining their current positioning, neither rolling down nor up the strike ladder, which often reflects a steady state of risk balance.

Expiry Context

As the contracts approach expiry on 29 Sept 2026 (25 days remaining), the max‑pain mechanism tends to become more influential because option time value decays and market makers prefer to close positions at the least‑cost strike. Nevertheless, max pain is a statistical tendency, not a deterministic outcome; macro news, earnings surprises, or large directional trades can still override the pull.

Data Note

The spot is ₹10 below the max‑pain strike, with 25 trading days left until expiry.

Data as of 2026-09-04

Frequently Asked Questions

What is Ambuja Cements Limited max pain today?
Ambuja Cements Limited's max pain strike is ₹415 for the 2026-09-29 expiry (23 days away). Spot is 2.4% below max pain.
How is max pain calculated for Ambuja Cements Limited?
Ambuja Cements Limited's max pain is calculated by taking every possible expiry price and computing the total ITM payout to all option buyers: sum of (CE OI × max(0, spot − strike)) + (PE OI × max(0, strike − spot)) for all strikes. The strike with the minimum total payout is the max pain — where option writers collectively lose the least.
Does max pain predict Ambuja Cements Limited expiry price?
Max pain theory suggests the underlying tends to gravitate toward the max pain strike as expiry approaches, because option writers (who have the capital and hedging ability) can influence spot price. It's more reliable within 1 week of expiry and for liquid stocks like Ambuja Cements Limited. It should be used with other signals, not in isolation.
What happened to Ambuja Cements Limited max pain since yesterday?
Ambuja Cements Limited's max pain is unchanged from the previous session. Max pain shifts indicate that option writers are adjusting their positions — a rising max pain is modestly bullish; falling is modestly bearish.
What is the next expiry for Ambuja Cements Limited options?
Ambuja Cements Limited's next options expiry is on 2026-09-29 — 23 days away. NSE F&O stocks have monthly expiry on the last Tuesday of each month. As expiry approaches, gamma risk increases and max pain becomes a stronger gravitational force.